CME Euro FX Future March 2008


Trading Metrics calculated at close of trading on 26-Dec-2007
Day Change Summary
Previous Current
24-Dec-2007 26-Dec-2007 Change Change % Previous Week
Open 1.4413 1.4471 0.0058 0.4% 1.4403
High 1.4425 1.4517 0.0092 0.6% 1.4450
Low 1.4410 1.4470 0.0060 0.4% 1.4327
Close 1.4415 1.4513 0.0098 0.7% 1.4370
Range 0.0015 0.0047 0.0032 213.3% 0.0123
ATR 0.0079 0.0080 0.0002 2.1% 0.0000
Volume 95,551 19,041 -76,510 -80.1% 738,933
Daily Pivots for day following 26-Dec-2007
Classic Woodie Camarilla DeMark
R4 1.4641 1.4624 1.4539
R3 1.4594 1.4577 1.4526
R2 1.4547 1.4547 1.4522
R1 1.4530 1.4530 1.4517 1.4539
PP 1.4500 1.4500 1.4500 1.4504
S1 1.4483 1.4483 1.4509 1.4492
S2 1.4453 1.4453 1.4504
S3 1.4406 1.4436 1.4500
S4 1.4359 1.4389 1.4487
Weekly Pivots for week ending 21-Dec-2007
Classic Woodie Camarilla DeMark
R4 1.4751 1.4684 1.4438
R3 1.4628 1.4561 1.4404
R2 1.4505 1.4505 1.4393
R1 1.4438 1.4438 1.4381 1.4410
PP 1.4382 1.4382 1.4382 1.4369
S1 1.4315 1.4315 1.4359 1.4287
S2 1.4259 1.4259 1.4347
S3 1.4136 1.4192 1.4336
S4 1.4013 1.4069 1.4302
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4517 1.4327 0.0190 1.3% 0.0046 0.3% 98% True False 92,352
10 1.4757 1.4327 0.0430 3.0% 0.0062 0.4% 43% False False 127,998
20 1.4875 1.4327 0.0548 3.8% 0.0058 0.4% 34% False False 72,066
40 1.4917 1.4327 0.0590 4.1% 0.0043 0.3% 32% False False 36,758
60 1.4917 1.4079 0.0838 5.8% 0.0041 0.3% 52% False False 24,692
80 1.4917 1.3673 0.1244 8.6% 0.0036 0.2% 68% False False 18,554
100 1.4917 1.3464 0.1453 10.0% 0.0029 0.2% 72% False False 14,845
120 1.4917 1.3464 0.1453 10.0% 0.0024 0.2% 72% False False 12,371
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.4717
2.618 1.4640
1.618 1.4593
1.000 1.4564
0.618 1.4546
HIGH 1.4517
0.618 1.4499
0.500 1.4494
0.382 1.4488
LOW 1.4470
0.618 1.4441
1.000 1.4423
1.618 1.4394
2.618 1.4347
4.250 1.4270
Fisher Pivots for day following 26-Dec-2007
Pivot 1 day 3 day
R1 1.4507 1.4488
PP 1.4500 1.4463
S1 1.4494 1.4439

These figures are updated between 7pm and 10pm EST after a trading day.

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